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Modele a anticipations rationnelles de la conjoncture simulee : MARCOS

Author

Listed:
  • Pascal Jacquinot
  • Ferhat Mihoubi

Abstract

MARCOS est un mod le talonn de l' conomie fran aise en pr sence d'anticipations rationnelles. Son principal objectif est la r alisation d'exercices de simulation sur un horizon de moyen long terme. Il a t construit en adoptant l'hypoth se d'un petit pays o les marchés des biens et du travail sont dans un contexte de concurrence monopolistique, les salaires sont n goci s suivant un mod le de droit g rer l'emploi et la consommation des m nages non contraints par les liquidit s r sulte d'un comportement d'optimisation intertemporelle prenant en consid ration l'hypoth se de cycle de vie. Plusieurs simulations de chocs de politique conomique et d'environnement international sont r alis es afin d' valuer les propri t s dynamiques de MARCOS.

Suggested Citation

  • Pascal Jacquinot & Ferhat Mihoubi, 2000. "Modele a anticipations rationnelles de la conjoncture simulee : MARCOS," Working papers 78, Banque de France.
    • Handle: RePEc:bfr:banfra:78
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    Cited by:

    1. Gilbert Cette & Christian Pfister, 2004. "Challenges of the “New Economy” for Monetary Policy," International Productivity Monitor, Centre for the Study of Living Standards, vol. 8, pages 27-36, Spring.
    2. JACQUINOT Pascal & MIHOUBI Ferhat, 2010. "The Optimality of the Taylor Rule in MARCOS: Some Deterministic and Stochastic Experiments," EcoMod2003 330700073, EcoMod.
    3. Mustapha Baghli & Véronique Brunhes-Lesage & Olivier de Bandt & Henry Fraisse & Jean-Pierre Villetelle, 2004. "MASCOTTE: Model for AnalySing and foreCasting shOrT TErm developments," Working papers 106, Banque de France.
    4. Ferhat MIHOUBI & Pascal JACQUINOT, 2004. "The Optimality of the US and Euro Area Taylor Rule," Computing in Economics and Finance 2004 220, Society for Computational Economics.

    More about this item

    Keywords

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    JEL classification:

    • E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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